Example code using LMM?

[Joseph Wang]

Does anyone have any example code using the quantlib and the Libor
market model to price swaptions and caps?  All of the pieces seem to be
in quantlib, and I'm looking for some simple example code that ties it
all together.

[Luigi Ballabio]

On 09/28/2005 12:58:38 AM, Joseph Wang wrote:
> Does anyone have any example code using the quantlib and the Libor  
> market model to price swaptions and caps?  All of the pieces seem to  
> be in quantlib, and I'm looking for some simple example code that  
> ties it all together.

Joseph,
        at this time the only code using the model is in the test  
suite. Klaus tells me he's working on a few pricing engines, but  
they're not yet ready.

Later,
        Luigi

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There are two ways to write error-free programs; only the third one  
works.
-- unknown